FTAL.L vs. IUSA.L
Compare and contrast key facts about SPDR FTSE UK All Share UCITS ETF (FTAL.L) and iShares S&P 500 UCITS Dist (IUSA.L).
FTAL.L and IUSA.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FTAL.L is a passively managed fund by State Street that tracks the performance of the FTSE AllSh TR GBP. It was launched on Feb 28, 2012. IUSA.L is a passively managed fund by iShares that tracks the performance of the Russell 1000 TR USD. It was launched on Mar 15, 2002. Both FTAL.L and IUSA.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FTAL.L or IUSA.L.
Key characteristics
| FTAL.L | IUSA.L | |
|---|---|---|
| YTD Return | 6.73% | 26.53% |
| 1Y Return | 12.92% | 32.49% |
| 3Y Return (Ann) | 5.13% | 12.23% |
| 5Y Return (Ann) | 5.08% | 16.29% |
| 10Y Return (Ann) | 5.66% | 15.83% |
| Sharpe Ratio | 1.26 | 2.88 |
| Sortino Ratio | 1.85 | 4.08 |
| Omega Ratio | 1.23 | 1.56 |
| Calmar Ratio | 2.35 | 5.03 |
| Martin Ratio | 7.40 | 20.51 |
| Ulcer Index | 1.67% | 1.57% |
| Daily Std Dev | 9.79% | 11.12% |
| Max Drawdown | -35.26% | -38.58% |
| Current Drawdown | -4.17% | 0.00% |
Correlation
The correlation between FTAL.L and IUSA.L is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
FTAL.L vs. IUSA.L - Performance Comparison
In the year-to-date period, FTAL.L achieves a 6.73% return, which is significantly lower than IUSA.L's 26.53% return. Over the past 10 years, FTAL.L has underperformed IUSA.L with an annualized return of 5.66%, while IUSA.L has yielded a comparatively higher 15.83% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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FTAL.L vs. IUSA.L - Expense Ratio Comparison
FTAL.L has a 0.20% expense ratio, which is higher than IUSA.L's 0.07% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
FTAL.L vs. IUSA.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR FTSE UK All Share UCITS ETF (FTAL.L) and iShares S&P 500 UCITS Dist (IUSA.L). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Dividends
FTAL.L vs. IUSA.L - Dividend Comparison
FTAL.L has not paid dividends to shareholders, while IUSA.L's dividend yield for the trailing twelve months is around 1.27%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FTAL.L SPDR FTSE UK All Share UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IUSA.L iShares S&P 500 UCITS Dist | 1.27% | 1.55% | 1.74% | 1.39% | 1.80% | 1.96% | 2.22% | 1.95% | 1.75% | 2.29% | 1.95% | 2.28% |
Drawdowns
FTAL.L vs. IUSA.L - Drawdown Comparison
The maximum FTAL.L drawdown since its inception was -35.26%, smaller than the maximum IUSA.L drawdown of -38.58%. Use the drawdown chart below to compare losses from any high point for FTAL.L and IUSA.L. For additional features, visit the drawdowns tool.
Volatility
FTAL.L vs. IUSA.L - Volatility Comparison
SPDR FTSE UK All Share UCITS ETF (FTAL.L) has a higher volatility of 4.27% compared to iShares S&P 500 UCITS Dist (IUSA.L) at 3.34%. This indicates that FTAL.L's price experiences larger fluctuations and is considered to be riskier than IUSA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.